Access Statistics for Michael Pfarrhofer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian panel VAR model to analyze the impact of climate change on high-income economies 1 3 6 57 1 4 17 114
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 32 0 0 2 71
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 1 1 2 42 1 1 6 53
Asymmetries in Financial Spillovers 3 4 14 14 3 7 23 23
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 0 2 2 55
Bayesian nonparametric methods for macroeconomic forecasting 0 2 21 25 1 7 43 58
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 0 1 1
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 1 1 27 0 2 8 56
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy 0 0 0 22 0 0 4 38
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models 0 0 0 25 1 2 3 36
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models 0 0 0 13 0 0 3 31
Forecasting euro area inflation using a huge panel of survey expectations 1 1 1 37 1 1 3 36
Forecasts with Bayesian vector autoregressions under real time conditions 0 0 0 47 0 0 2 25
General Bayesian time-varying parameter VARs for modeling government bond yields 0 0 0 46 1 2 3 46
General Bayesian time-varying parameter VARs for predicting government bond yields 0 0 0 16 1 1 2 30
General Seemingly Unrelated Local Projections 1 1 12 12 1 3 12 12
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks 1 4 5 47 3 9 12 61
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 5 0 1 3 97
Implications of Macroeconomic Volatility in the Euro Area 0 0 0 17 1 1 3 25
Implications of macroeconomic volatility in the Euro area 0 0 0 16 0 0 1 32
Implications of macroeconomic volatility in the Euro area 0 0 0 30 0 1 1 66
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 0 0 49 0 1 1 41
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 3 8
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 0 0 4 4
Measuring Shocks to Central Bank Independence using Legal Rulings 0 1 1 19 0 2 3 10
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 26 0 0 4 68
Measuring international uncertainty using global vector autoregressions with drifting parameters 0 0 0 22 0 0 4 58
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession 0 0 1 48 0 0 5 143
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 0 33 0 0 3 65
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model 0 1 11 46 3 7 33 60
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 1 1 1 59 1 1 3 143
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 0 2 75
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 4 7 65
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 2 5 37 2 7 23 45
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty 0 0 1 29 0 0 4 33
Scenario Analysis with Multivariate Bayesian Machine Learning Models 0 10 11 11 0 5 16 16
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 0 6 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 31 0 0 2 38
Stochastic model specification in Markov switching vector error correction models 0 0 0 18 0 0 1 33
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 2 2 6 1 2 11 19
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 3 90
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 41 0 0 0 33
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions 0 0 0 33 0 1 1 25
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 0 17 0 2 3 32
The dynamic impact of monetary policy on regional housing prices in the United States 0 0 1 26 0 0 3 35
The regional transmission of uncertainty shocks on income inequality in the United States 0 0 0 32 0 0 2 55
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 18 0 0 2 61
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 11 0 0 1 30
The transmission of uncertainty shocks on income inequality: State-level evidence from the United States 0 0 0 7 0 1 2 32
Total Working Papers 10 34 98 1,460 24 78 308 2,372

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis 0 0 0 2 1 1 5 24
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 0 2 7 14
Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy 0 0 1 1 0 0 5 16
Belief Shocks and Implications of Expectations About Growth‐at‐Risk 0 0 0 0 2 3 3 3
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models 0 0 1 6 0 0 6 29
Financial markets and legal challenges to unconventional monetary policy 1 1 4 7 1 3 11 17
Forecasting euro area inflation using a huge panel of survey expectations 1 3 15 15 3 7 24 24
Forecasts with Bayesian vector autoregressions under real time conditions 0 1 1 1 0 1 5 7
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields 0 0 0 6 1 3 6 20
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns 0 1 2 2 0 1 4 4
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 2 4 4
Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters 0 0 0 0 0 0 1 1
Measuring the effectiveness of US monetary policy during the COVID‐19 recession 1 2 8 39 3 13 33 130
Modeling tail risks of inflation using unobserved component quantile regressions 0 0 1 8 0 0 7 29
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 1 6 34
On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty 0 0 1 7 2 9 15 39
Predicting Tail-Risks for the Italian Economy 0 0 0 0 0 0 0 0
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 0 1 1 3 3
Stochastic model specification in Markov switching vector error correction models 1 2 2 10 2 4 7 35
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 2 8 0 1 7 26
The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States 0 0 3 6 2 3 9 20
The regional transmission of uncertainty shocks on income inequality in the United States 1 1 2 12 1 1 5 32
Total Journal Articles 5 11 45 144 22 56 173 511

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 1 0 1 7 7
Total Chapters 0 0 1 1 0 1 7 7

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Statistics updated 2025-07-04